V-Lab: RTX Corp AGARCH Volatility Analysis

V-Lab

RTX Corp AGARCH Volatility Analysis

Volatility Prediction for Friday, July 18th, 2025:16.15% (-0.82%)

Analysis last updated: Thursday, July 17, 2025 at 09:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	-0.0122	-3.11
$α$	0.0676	43.27
$β$	0.9131	520.29
$γ$	1.0250	30.53

Estimation Period:
Jan 2, 1990 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts